Far Out on the Yield Curve
Year of publication: |
2004
|
---|---|
Authors: | Alexius, Annika |
Publisher: |
Uppsala : Uppsala University, Department of Economics |
Subject: | Zinsstruktur | ARCH-Modell | Bond returns | duration | multivariate GARCH |
Series: | Working Paper ; 2004:12 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 393370224 [GVK] hdl:10419/82715 [Handle] RePEc:hhs:uunewp:2004_012 [RePEc] |
Classification: | C12 - Hypothesis Testing ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
-
Alexius, Annika, (2004)
-
The Limiting Properties of the QMLE in a General Class of Asymmetric Volatility Models
Dahl, Christian, (2008)
-
Li, Fuchun, (2015)
- More ...
-
Exchange Rates and Asymmetric Shocks in Small Open Economies
Alexius, Annika, (2005)
-
Measures of Technology and the Business Cycle: Evidence from Sweden and the U.S.
Alexius, Annika, (2001)
-
The interbank market risk premium, central bank interventions, and measures of market liquidity
Alexius, Annika, (2014)
- More ...